IBTA.L vs. VDST.L
Compare and contrast key facts about iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) and Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L).
IBTA.L and VDST.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Apr 13, 2017. VDST.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Sep 2, 2020. Both IBTA.L and VDST.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTA.L or VDST.L.
Key characteristics
| IBTA.L | VDST.L | |
|---|---|---|
| YTD Return | 3.43% | 4.55% |
| 1Y Return | 5.42% | 5.34% |
| 3Y Return (Ann) | 1.16% | 3.78% |
| Sharpe Ratio | 2.62 | 13.15 |
| Sortino Ratio | 4.16 | 43.30 |
| Omega Ratio | 1.58 | 9.88 |
| Calmar Ratio | 2.27 | 106.47 |
| Martin Ratio | 13.52 | 571.99 |
| Ulcer Index | 0.37% | 0.01% |
| Daily Std Dev | 1.94% | 0.40% |
| Max Drawdown | -5.80% | -0.36% |
| Current Drawdown | -0.85% | 0.00% |
Correlation
The correlation between IBTA.L and VDST.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IBTA.L vs. VDST.L - Performance Comparison
In the year-to-date period, IBTA.L achieves a 3.43% return, which is significantly lower than VDST.L's 4.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBTA.L vs. VDST.L - Expense Ratio Comparison
Both IBTA.L and VDST.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IBTA.L vs. VDST.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) and Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IBTA.L vs. VDST.L - Dividend Comparison
Neither IBTA.L nor VDST.L has paid dividends to shareholders.
Drawdowns
IBTA.L vs. VDST.L - Drawdown Comparison
The maximum IBTA.L drawdown since its inception was -5.80%, which is greater than VDST.L's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for IBTA.L and VDST.L. For additional features, visit the drawdowns tool.
Volatility
IBTA.L vs. VDST.L - Volatility Comparison
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) has a higher volatility of 0.38% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 0.11%. This indicates that IBTA.L's price experiences larger fluctuations and is considered to be riskier than VDST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.